+258.1%
GDX vs AKAM
+4.6%
+253.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +0.5% |
| 7D | +1.9% | +5.4% | -3.5% | +1.3% |
| 30D | +9.9% | -5.9% | +15.8% | +10.6% |
| 3M | +28.2% | -19.6% | +47.8% | +31.3% |
| 6M | -2.9% | +8.5% | -11.4% | -3.6% |
| YTD | +16.0% | +26.9% | -11.0% | +12.1% |
| 1Y | +49.9% | +41.7% | +8.2% | +42.2% |
| All | +258.1% | +4.6% | +253.5% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AKAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling